Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.20 | — |
| Beta | 1 | — |
| Mean annual return | -0.21 | — |
| R-squared | 90 | — |
| Standard deviation | 11.28 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -9.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 88 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 1.31 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 960 | — |
| 3-year earnings growth | 14.94 | — |